wine explorer /desktop=name[,widthxheight] [program]
name name of the desktop (used when launching other programs under the same desktop)
[,WidthxHeight] specifies the size of the desktop to create (example 800x600)
program If supplied explorer will attempt to launch the program.

Example:

wine explorer /desktop=foo,800x600 winemine

Requesting the desktop named "shell" starts a virtual desktop which includes a start menu and remains open even if no programs are running inside of it: